+1,091.6%
UPRO vs KIM
+65.6%
+1,026.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +5.9% | +6.1% |
| 7D | -0.9% | +2.8% | -3.7% | -2.9% |
| 30D | -11.4% | +16.3% | -27.8% | -22.0% |
| 3M | -10.9% | +6.6% | -17.5% | -15.9% |
| 6M | -0.5% | +12.3% | -12.9% | -11.1% |
| YTD | +19.9% | +31.6% | -11.7% | -6.4% |
| 1Y | +24.2% | +31.5% | -7.3% | -3.2% |
| 3Y | +236.9% | +68.0% | +169.0% | +117.0% |
| 5Y | +96.6% | +38.7% | +57.9% | +57.4% |
| 10Y | +1,091.6% | +65.7% | +1,025.9% | +595.0% |
| All | +1,091.6% | +65.6% | +1,026.0% | +595.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling